Uniform design: Theory and application

被引：720

作者：

Fang, KT ^{[1
]}

Lin, DKJ

Winker, P

Zhang, Y

机构：

[1] Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China

[2] Penn State Univ, Dept Management Sci & Informat Syst, University Pk, PA 16802 USA

[3] Univ Mannheim, Dept Econ, D-68131 Mannheim, Germany

[4] Worcester Polytech Inst, Dept Mech Engn, Worcester, MA 01609 USA

来源：

TECHNOMETRICS | 2000年 / 42卷 / 03期

关键词：

computer experiment; discrepancy; orthogonal design; threshold accepting;

D O I：

10.2307/1271079

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A uniform design (UD) seeks design points that are uniformly scattered on the domain. It has been popular since 1980. A survey of UD is given in the first portion: The fundamental idea and construction method are presented and discussed and examples are given for illustration. It is shown that UD's have many desirable properties for a wide variety of applications. Furthermore, we use the global optimization algorithm, threshold accepting, to generate UD's with low discrepancy. The relationship between uniformity and orthogonality is investigated. It turns out that most UD's obtained here are indeed orthogonal.

引用

页码：237 / 248

页数：12

共 35 条

[1] ON THE CONVERGENCE OF THRESHOLD ACCEPTING
ALTHOFER, I
KOSCHNICK, KU
[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 1991, 24 (02) : 183 - 195
[2] Bose R. C., 1960, Technometrics, V2, P507
[3] METHODS OF CONSTRUCTING SETS OF MUTUALLY ORTHOGONAL LATIN SQUARES USING A COMPUTER .2.
BOSE, RC
KNUTH, DE
CHAKRAVARTI, IM
[J]. TECHNOMETRICS, 1961, 3 (01) : 111 - &
[4] ORTHOGONAL ARRAYS OF STRENGTH 2 AND 3
BOSE, RC
BUSH, KA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04): : 508 - 524
[5] Cornell JA, 2002, EXPT MIXTURES DESIGN
[6] Dehnad, 1989, QUALITY CONTROL ROBU
[7] THRESHOLD ACCEPTING - A GENERAL-PURPOSE OPTIMIZATION ALGORITHM APPEARING SUPERIOR TO SIMULATED ANNEALING
DUECK, G
SCHEUER, T
[J]. JOURNAL OF COMPUTATIONAL PHYSICS, 1990, 90 (01) : 161 - 175
[8] Fang K. T., 1994, Number Theoretic Methods in Statistics
[9] Fang K-T., 1994, Uniform Design and Uniform Design Table
[10] Fang Kai-tai, 1980, Acta Mathematicae Applacatae Sinica, V3, P363

← 1 2 3 4 →